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Sensitivity of the limit shape of sample clouds from meta densities
29 December 2009
Guus Balkema
P. Embrechts
N. Nolde
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ArXiv (abs)
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Papers citing
"Sensitivity of the limit shape of sample clouds from meta densities"
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Title
Asymptotic independence for unimodal densities
Guus Balkema
N. Nolde
58
35
0
22 Dec 2009
Multivariate Archimedean copulas,
d
d
d
-monotone functions and
ℓ
1
\ell_1
ℓ
1
-norm symmetric distributions
A. McNeil
Johanna G. Nevslehová
101
706
0
26 Aug 2009
1